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August 20, 2014

Onzekerheidsvarianten bij verdere escalatie Oekraïne-conflict

Publication (in Dutch only)

Een inschatting door het CPB van de macro-economische gevolgen van een verdere politieke en militaire escalatie van de situatie in Oekraïne.

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March 25, 2014

Time variation in the dynamic effects of unanticipated changes in tax policy

Publication

Using a structural vector autoregression with time-varying parameters, I analyze to what extent the dynamic effects of unanticipated changes in tax policy have changed structurally over the post World War II period in the United States.

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March 25, 2014

Reduced-rank time-varying vector autoregressions

Publication

The standard time-varying VAR workhorse suffers from overparameterization, which is a serious problem as it limits the number of variables and lags that can be incorporated in the model.

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